+1,182.4%
URI vs VFC
-46.8%
+1,229.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -6.0% | +3.5% | -9.5% | -7.2% |
| 30D | +4.6% | +38.3% | -33.7% | -7.8% |
| 3M | -2.7% | +40.2% | -42.9% | -14.8% |
| 6M | +18.4% | +10.6% | +7.7% | +11.5% |
| YTD | +37.4% | +16.7% | +20.6% | +24.4% |
| 1Y | +30.4% | +45.0% | -14.6% | +7.7% |
| 3Y | +147.9% | +48.8% | +99.1% | +62.4% |
| 5Y | +202.1% | -67.6% | +269.6% | +379.7% |
| 10Y | +1,182.4% | -47.5% | +1,230.0% | +1,612.5% |
| All | +1,182.4% | -46.8% | +1,229.2% | +1,612.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling